TJX Cos Inc/The Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
8.50%
decreased by 0.63%
1 Week
8.65%
decreased by 0.48%
1 Month
9.24%
increased by 0.11%
Analysis last updated: Tuesday, June 9, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.88 | |
| 0.3004 | 3.77 | |
| 0.8498 | 23.72 | |
| -0.3004 | -4.11 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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